Rating kredytowy emitenta i inwestora – porównanie wp³ywu determinant

Patrycja Chodnicka-Jaworska ()
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Patrycja Chodnicka-Jaworska: Uniwersytet Warszawski, Wydzial Zarzadzania

Problemy Zarzadzania, 2017, vol. 15, issue 66, 64-78

Abstract: The aim of the paper is to analyse European banks’ credit ratings factors. To this end, a literature review has been made about the impact of credit ratings factors and the following hypothesis has been put forward: The strength of the banks’ credit ratings factors depends on the issuer- and investor-paid notes. Thomson Reuters database has been used for the analysis. The analysis has been made by using panel data models. As a dependent variable, long-term credit ratings presented by credit rating agencies from 2000 to 2015 have been used. Credit ratings have been decomposed linearly. The study has been made using quarterly data.

Keywords: credit rating agency; issuer-paid credit ratings; investor-paid credit ratings institutions; deposit guarantee schemes (search for similar items in EconPapers)
JEL-codes: G20 G21 G24 (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:sgm:pzwzuw:v:15:i:66:y:2017:p:64-78

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